Automated Trading Systems

Managed Futures

Metronome Trading Systems currently runs various fully automated trading strategies.
They range from long term trend following to short term break-out style strategies that trade the majority of liquid global futures markets. These markets include; 

Equities,
Bonds / Interest Rates,
Grains,
Softs,
Meats,
Metals,
Energies and
Currencies.

This diversification ensures lower correlation to the equity markets as a whole which can be desirable in a falling equity market or there is a mandate for exposure to non-equities. The set of asset class exposures can easily be customised as required however maintaining a broad exposure improves portfolio Sharpe ratio.

Sophisticated portfolio construction methodologies are used. For example, new positions are only added to a portfolio if they do not increase the portfolio risk above a set limit as measured by Conditional Value at Risk (cVaR).
Also, new positions must satisfy the portfolio's internal correlation constraints and not be too correlated to existing portfolio positions.

The strategies roll their long term positions automatically, removing delivery risk.

The automated systems trade directly via a broker's Application Programming Interface (API) therefore there is no human intervention required which removes the risk of human error and psychological overrides.

Here is a list of our Supported Brokers.

For more information about these systems, please contact us.